Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47328.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45933.19 Kr¶

PnL: ---------------------------------------> -955.38 Kr¶

DD now: ---------------------------------> -2.677 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:59:48.233698'

Anic Portfolio¶

Today¶

Return: -0.224 %¶

This Week¶

Return: -1.22 %¶

Total¶

Return: 54.94 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.380000 798.000000 125.000000 18.570000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.240000 3450.400000 73.400000 2.170000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.310000 390.800000 35.800000 10.080000 355.000000
Intrum 4 6.040000 562.200000 35.200000 6.680000 527.000000
AcadeMedia 12 -0.570000 582.240000 25.240000 4.530000 557.000004
Corem Property Group B 59 -2.770000 600.030000 23.030000 3.990000 576.999999
Resurs Holding 22 -1.390000 593.560000 19.560000 3.410000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Swedbank A 3 -1.010000 573.900000 9.900000 1.760000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.500000 575.880000 5.880000 1.030000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -1.250000 533.000000 -13.000000 -2.380000 546.000000
Nordea Bank Abp 29 -0.870000 3438.820000 -15.180000 -0.440000 3453.999992
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.970000 537.000000 -37.000000 -6.450000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Beijer Electronics Group 26 -7.620000 2901.600000 -69.400000 -2.340000 2971.000006
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.280000 1421.100000 -242.900000 -14.600000 1663.999992
Axfood 13 -2.980000 3469.700000 -286.300000 -7.620000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45933.190000 -955.380000 -2.67679% 46888.564618

Updated:¶

'2023-01-26 12:00:01.363401'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶